+504.6%
HON vs BTG
+385.9%
+118.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.7% |
| 7D | -0.6% | +2.4% | -3.0% | -0.7% |
| 30D | -15.4% | +9.5% | -24.9% | -15.9% |
| 3M | -9.1% | +38.5% | -47.6% | -11.1% |
| 6M | -17.1% | +5.6% | -22.7% | -17.7% |
| YTD | +1.5% | +23.9% | -22.4% | -0.5% |
| 1Y | -1.3% | +32.1% | -33.4% | -3.9% |
| 3Y | +19.5% | +103.2% | -83.6% | +12.6% |
| 5Y | +3.1% | +79.7% | -76.7% | -2.9% |
| 10Y | +138.4% | +159.1% | -20.8% | +114.3% |
| All | +504.6% | +385.9% | +118.7% | +378.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling